Optimization Online


Optimization Online Digest — October 2021

Applications — OR and Management Sciences

Data-Driven Ranges of Near-Optimal Actions for Finite Markov Decision Processes
Wesley J. Marrero, Mariel S. Lavieri, Ambuj Tewari, Jeremy B. Sussman , Rodney A. Hayward

Optimization with Constraint Learning: A Framework and Survey
A Fajemisin, D Maragno, D den Hertog

A Unifying Framework for the Capacitated Vehicle Routing Problem under Risk and Ambiguity
Shubhechyya Ghosal, Chin Pang Ho, Wolfram Wiesemann

An Integrated Rolling Horizon and Adaptive-Refinement Approach for Disjoint Trajectories Optimization
Benno Hoch, Frauke Liers

Differential Privacy in Multi-Party Resource Sharing
Utku Karaca, S. Ilker Birbil, Nursen Aydin, Gizem Mullaoglu

An Overview of Nested Decomposition for Multi-Level Optimization Problems
Stephen J Maher, Ibrahim Muter

Efficient and Robust Mixed-Integer Optimization Methods for Training Binarized Deep Neural Networks
Jannis Kurtz, Bubacarr Bah

Demand modelling and optimal vertiport placement for airport-purposed eVTOL services
Karim Serhal, Jose Escribano Macias, Panagiotis Angeloudis

Multi-depot routing with split deliveries: Models and a branch-and-cut algorithm
Luis Gouveia, Markus Leitner, Mario Ruthmair

Stochastic Look-Ahead Commitment: A Case Study in MISO
Bernard Knueven, Mohammad Faqiry, Manuel Joseph Garcia, Yonghong Chen, Roger Treinen, Trevor Werho, Junshan Zhang, Vijay Vittal, Long Zhao, Anupam Thatte, Shengfei Yin

A Prescriptive Machine Learning Method for Courier Scheduling on Crowdsourced Delivery Platforms
Adam Behrendt, Martin Savelsbergh, He Wang

Annabella Astorino, Antonio Frangioni, Enrico Gorgone, Benedetto Manca

Applications — Science and Engineering

ADMM-based Unit and Time Decomposition for Price Arbitrage by Cooperative Price-Maker Electricity Storage Units
Miguel Anjos, James Cruise, Albert Solà Vilalta

Combinatorial Optimization

A Sum of Squares Characterization of Perfect Graphs
Amir Ali Ahmadi, Cemil Dibek

Complementarity and Variational Inequalities

Exact computation of an error bound for a generalized linear complementarity problem with unique solution
Jean-Pierre Dussault, Jean Charles Gilbert

Convex and Nonsmooth Optimization

A unified analysis of a class of proximal bundle methods for solving hybrid convex composite optimization problems
Jiaming Liang, Renato Monteiro

Bounding the separable rank via polynomial optimization
Sander Gribling, Monique Laurent, Andries Steenkamp

Inertial-relaxed splitting for composite monotone inclusions
Ernesto Ore Albornoz, Philippe Mahey, Eladio Ocaña Anaya

MPCC Strategies for Nonsmooth NLPs
Kexin Wang, Lorenz Biegler

An Accelerated Inexact Dampened Augmented Lagrangian Method for Linearly-Constrained Nonconvex Composite Optimization Problems
Weiwei Kong, Renato D.C. Monteiro

Global Optimization

Adaptive discretization algorithms for unbounded semi-infinite programs
Daniel Jungen, Hatim Djelassi, Alexander Mitsos

Integer Programming

On Polytopes with Linear Rank with respect to Generalizations of the Split Closure
Sanjeeb Dash, Yatharth Dubey

An Improved Penalty Algorithm using Model Order Reduction for MIPDECO problems with partial observations
Dominik Garmatter, Margherita Porcelli, Francesco Rinaldi, Martin Stoll

Feasible rounding approaches and diving strategies in branch-and-bound methods for mixed-integer optimization
Christoph Neumann, Stefan Schwarze, Oliver Stein, Benjamin Müller

Complexity of optimizing over the integers
Amitabh Basu

A Theoretical and Computational Analysis of Full Strong-Branching
Santanu S. Dey, Yatharth Dubey, Marco Molinaro, Prachi Shah

A Graph-based Decomposition Method for Convex Quadratic Optimization with Indicators
Peijing Liu, Salar Fattahi, Andres Gomez, Simge Kucukyavuz

A Branch & Bound Algorithm for Robust Binary Optimization with Budget Uncertainty
Christina Büsing, Timo Gersing, Arie M.C.A. Koster

Compact extended formulations for low-rank functions with indicator variables
Shaoning Han, Andres Gomez

Linear, Cone and Semidefinite Programming

Exactness of Parrilo's conic approximations for copositive matrices and associated low order bounds for the stability number of a graph
Monique Laurent, Luis Felipe Vargas

A New Extension of Chubanov’s Method to Symmetric Cones
Shin-ichi Kanoh, Akiko Yoshise

A Preconditioned Iterative Interior Point Approach to the Conic Bundle Subproblem
Christoph Helmberg

Global Convergence of Algorithms Under Constant Rank Conditions for Nonlinear Second-Order Cone Programming
Roberto Andreani, Gabriel Haeser, Leonardo M. Mito, Héctor Ramírez C., Thiago P. Silveira

Nonlinear Optimization

Constrained Optimization in the Presence of Noise
Jorge Nocedal, Richard Byrd, Figen Oztoprak

Solving Optimization Problems over the Stiefel Manifold by Smooth Exact Penalty Function
Nachuan Xiao, Xin Liu

Adaptive Finite-Difference Interval Estimation for Noisy Derivative-Free Optimization
Hao-Jun Shi, Yuchen Xie, Melody Xuan, Jorge Nocedal

Tight bounds on the maximal area of small polygons: Improved Mossinghoff polygons
Christian Bingane

Global Complexity Bound of a Proximal ADMM for Linearly-Constrained Nonseperable Nonconvex Composite Programming
Weiwei Kong, Renato D.C. Monteiro

Quadratic Regularization Methods with Finite-Difference Gradient Approximations
Geovani Grapiglia

Robust Optimization

Robust CARA Optimization
Li Chen, Melvyn Sim

Screening with Limited Information: The Minimax Theorem and A Geometric Approach
Zhi Chen, Zhenyu Hu, Ruiqin Wang

Adjustability in Robust Linear Optimization
Ningji Wei, Peter Zhang

Contextual Decision-making under Parametric Uncertainty and Data-driven Optimistic Optimization
Junyu Cao, Rui Gao

European Gas Infrastructure Expansion Planning: An Adaptive Robust Optimization Approach
Iegor Riepin, Matthew Schmidt, Luis Baringo, Felix Müsgens

Globalized Distributionally Robust Counterpart: Model, Reformulation, and Applications
Feng Liu, Zhi Chen, Shuming Wang

Stochastic Programming

DFO: A Robust Framework for Data-driven Decision-making with Outliers
Nan Jiang, Weijun Xie

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